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Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims

Inaba, Kei-Ichiro - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 111-143

Persistent link: https://www.econbiz.de/10012024963

Investor sentiment, flight-to-quality, and corporate bond comovement

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 9-51). 2016

Persistent link: https://www.econbiz.de/10011733591

Stock price default boundary : a Black-Cox model approach

Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013455157

Credit derivatives and analyst behavior

Batta, George Eli; Qiu, Jiaping; Yu, Fan - In: The accounting review : a publication of the American … 91 (2016) 5, pp. 1315-1343

Persistent link: https://www.econbiz.de/10011562607

Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility

Forte, Santiago; Lovreta, Lidija - In: The journal of corporate finance : contracting, … 79 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014250993

Credit derivatives and stock return synchronicity

Bai, Xuelian; Hu, Nan; Liu, Ling; Zhu, Lu - In: Journal of financial stability 28 (2017), pp. 79-90

Persistent link: https://www.econbiz.de/10011825524

Price discovery in euro area sovereign credit markets and the ban on naked CDS

Gyntelberg, Jacob; Hördahl, Peter; Ters, Kristyna; … - In: Journal of banking & finance 96 (2018), pp. 106-125

Persistent link: https://www.econbiz.de/10011967185

Does the trading volume of asset management companies' bonds contain information on non-performing loans?

Pirgaip, Burak; Uysal, Aydın - In: Borsa Istanbul Review 22 (2022) 3, pp. 426-440

We investigate the relationship between the transactional activity of asset management companies (AMCs) in the non-performing loan (NPL) market and their corresponding debt issuances in a niche bond market in Borsa Istanbul. We analyze the determinants of the trading volume of AMC bonds to...

Persistent link: https://www.econbiz.de/10013334760

Relation between credit default swap spreads and stock prices : a non-linear perspective

Mateev, Miroslav; Marinova, Elena P. - In: Journal of economics and finance 43 (2019) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012170980

Credit default swap rates and stock prices

Realdon, Marco - In: Applied financial economics letters 4 (2008) 4/6, pp. 241-248

Persistent link: https://www.econbiz.de/10003807565

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